Forward hedging under price and production risk of wheat

Forward hedging under price and production risk of wheat

This paper estimates optimal hedging ratios for a Finnish spring wheat producer under price and yield uncertainty. The contract available for hedging fixes the price and quantity at the time of sowing for a delivery at harvest. Autoregressive models are used to obtain point forecasts for the conditi...

Full description

Bibliographic Details
Main Authors:	X. LIU, K. PIETOLA
Format:	Article
Language:	English
Published:	Scientific Agricultural Society of Finland 2008-12-01
Series:	Agricultural and Food Science
Online Access:	https://journal.fi/afs/article/view/5803

Similar Items

Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts
by: Alfredo Trespalacios, et al.
Published: (2021-06-01)

PRODUCTION COSTS AND MARKET PRICE OF WHEAT BEHAVIOR ANALYSIS AS A SUPPORT FOR HEDGING STRATEGIES
by: Irena Jankovic, et al.
Published: (2020-06-01)

Forward, Forward Option and No Hedging Which One is the Best for Managing Currency Risk?
by: Riko Hendrawan
Published: (2017-07-01)

Role of Indian Commodity Derivatives Market in Hedging Price Risk: Estimation of Constant and Dynamic Hedge Ratio, and Hedging Effectiveness
by: Brajesh Kumar, et al.
Published: (2014-08-01)

Hedging nontradable risks with transaction costs and price impact
by: Cartea, A, et al.
Published: (2020)

The Models of Pricing for the Financial Options as the Instruments of Risks Hedging
by: Kliuchka Olha V., et al.
Published: (2019-02-01)

Risk-neutral valuation : pricing and hedging of financial derivatives /
by: 304837 Bingham, N.H., et al.
Published: (2004)

Efficiency of Hedging Against Fluctuating Prices of Dairy Products
by: Jan Koeman, et al.
Published: (2015-11-01)

On the pricing and hedging of volatility derivatives
by: Howison, S, et al.
Published: (2003)

Optimal hedging under price, quantity and exchange rate uncertainty
by: Kamgaing, Moyo Clinsort
Published: (2007)

Impact of price–quantity uncertainties and risk aversion on energy retailer’s pricing and hedging behaviors
by: Xiang, H, et al.
Published: (2019)

Contribution of Exchange Traded Funds in Hedging Crude Oil Price Risk
by: Keshab Shrestha, et al.
Published: (2023-05-01)

Energy and power risk management : new developments in modeling, pricing, and hedging /
by: 335027 Eydeland, Alexander, et al.
Published: (2003)

Hedging with Liquidity Risk under CEV Diffusion
by: Sang-Hyeon Park, et al.
Published: (2020-06-01)

Pricing and Hedging Index Options under Mean-Variance Criteria in Incomplete Markets
by: Pornnapat Yamphram, et al.
Published: (2023-02-01)

Robust pricing and hedging under trading restrictions and the emergence of local martingale models
by: Cox, A, et al.
Published: (2016)

Robust pricing and hedging of double no-touch options
by: Cox, A, et al.
Published: (2009)

Robust pricing and hedging of double no-touch options.
by: Cox, A, et al.
Published: (2009)

Non-parametric pricing and hedging of exotic derivatives
by: Lyons, T, et al.
Published: (2021)

Robust pricing and hedging beyond one marginal
by: Spoida, P
Published: (2014)

Price Uncertainty and Optimal Hedging in the Agricultural Market
by: Nicolae ISTUDOR, et al.
Published: (2014-06-01)

Robust pricing–hedging dualities in continuous time
by: Hou, Z, et al.
Published: (2018)

On robust pricing--hedging duality in continuous time
by: Hou, Z, et al.
Published: (2015)

An Open-Source Energy Arbitrage Model Involving Price Bands for Risk Hedging with Imperfect Price Signals
by: Timothy Weber, et al.
Published: (2023-12-01)

Managing Default Risk for Commodity Dependent Countries: Price Hedging in an Optimizing Model
by: Malone, S
Published: (2005)

Is Gold a Hedge against Stock Price Risk in U.S. or Indian Markets?
by: Hemant Manuj
Published: (2021-09-01)

Detecting Jump Risk and Jump-Diffusion Model for Bitcoin Options Pricing and Hedging
by: Kuo-Shing Chen, et al.
Published: (2021-10-01)

Modelling the dynamics of cryptocurrency prices for risk hedging: The case of Bitcoin, Ethereum, and Litecoin
by: Chekwube V. Madichie, et al.
Published: (2023-12-01)

Managing default risk for commodity dependent countries: price hedging in an optimizing model
by: Malone, S
Published: (2005)

Predicting the yield of spring wheat by weather indices in Finland: implications for designing weather index insurances
by: K. PIETOLA, et al.
Published: (2008-12-01)

HEDGING UNDER ARBITRAGE
by: Ruf, J
Published: (2013)

The robust pricing–hedging duality for American options in discrete time financial markets
by: Aksamit, A, et al.
Published: (2018)

Robust framework for quantifying the value of information in pricing and hedging
by: Aksamit, A, et al.
Published: (2020)

Model-free trading and hedging with continuous price paths
by: Atoyan, T
Published: (2016)

Symmetry Analysis of a Model of Option Pricing and Hedging
by: Sergey M. Sitnik, et al.
Published: (2022-09-01)

A Robust Approach to Hedging and Pricing in Imperfect Markets
by: Hirbod Assa, et al.
Published: (2017-07-01)

Applications of Malliavin calculus to the pricing and hedging of Bermudan options
by: Newbury, J
Published: (2011)

Indifference Price and Optimal Hedging Performance for Variance Swaps
by: Chassenieux, T
Published: (2009)

Data driven approach to robust pricing, hedging and risk management and its dynamics in time
by: Wiesel, JCW
Published: (2020)

Effectiveness of Artificial Neural Networks in Hedging against WTI Crude Oil Price Risk
by: Radosław Puka, et al.
Published: (2021-06-01)